Summary

The elPrg function returns the Portfolio Risk Grade of a portfolio in a reference currency.

Examples

=elPrg(C11:C50,D11:D50,"EUR")

Retrieves the risk grade of a portfolio of EUR instruments with the list of instruments provided in column C and their corresponding quantities in column D.

Syntax

elPrg(AssetIDs[], Quantities[], Currency)
Argument name Description
AssetIDs Single or multiple asset identifiers (ISIN, FIGI, currency ISO, Edgelab ID).
Quantities Asset quantities in the same orders as the specified asset ids.
Currency The ISO code of the reference currency for deriving the calculation results. Specify “local” to use the instruments native currency where appropriate. It is mandatory to specify a currency when the granularity is “portfolio”.